[图书][B] A course on rough paths

PK Friz, M Hairer - 2020 - Springer
Peter K. Friz Martin Hairer With an Introduction to Regularity Structures Second Edition
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …

A diagram-free approach to the stochastic estimates in regularity structures

P Linares, F Otto, M Tempelmayr, P Tsatsoulis - Inventiones mathematicae, 2024 - Springer
In this paper, we explore the version of Hairer's regularity structures based on a greedier
index set than trees, as introduced in (Otto et al. in A priori bounds for quasi-linear SPDEs in …

The support of singular stochastic partial differential equations

M Hairer, P Schönbauer - Forum of Mathematics, Pi, 2022 - cambridge.org
We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of
systems of subcritical singular stochastic partial differential equations driven by a noise that …

Lecture notes on Malliavin calculus in regularity structures

L Broux, F Otto, M Tempelmayr - arXiv preprint arXiv:2401.05935, 2024 - arxiv.org
Malliavin calculus provides a characterization of the centered model in regularity structures
that is stable under removing the small-scale cut-off. In conjunction with a spectral gap …

Besov reconstruction

L Broux, D Lee - Potential Analysis, 2023 - Springer
The reconstruction theorem tackles the problem of building a global distribution, on ℝ d or
on a manifold, for a given family of sufficiently coherent local approximations. This theorem …

[HTML][HTML] Precise Laplace asymptotics for singular stochastic PDEs: The case of 2D gPAM

PK Friz, T Klose - Journal of Functional Analysis, 2022 - Elsevier
We implement a Laplace method for the renormalised solution to the generalised 2D
Parabolic Anderson Model (gPAM) driven by a small spatial white noise. Our work rests …

Malliavin calculus and densities for singular stochastic partial differential equations

P Schönbauer - Probability Theory and Related Fields, 2023 - Springer
We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic
partial differential equations (SPDEs) and we prove the existence of densities for a class of …

Algebraic and probabilistic aspects of regularity structures

M Tempelmayr - 2023 - ul.qucosa.de
Abstract (EN) This thesis is concerned with a solution theory for quasilinear singular
stochastic partial differential equations. We approach the theory of regularity structures, a …

Sewing, Reconstruction and Schauder in rough analysis and regularity structures

L Broux - 2022 - theses.hal.science
In this thesis, we derive analytic results related to the theories of Rough Paths and
Regularity Structures, with the point of view of germs, that is, families of local approximations …

Absolute Continuity of Singular SPDEs and Bayesian Inference on Dynamical Systems

L Su - 2023 - search.proquest.com
Absolute Continuity of Singular SPDEs and Bayesian Inference on Dynamical Systems Page 1
Absolute Continuity of Singular SPDEs and Bayesian Inference on Dynamical Systems by …